NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 4.355 4.315 -0.040 -0.9% 4.585
High 4.370 4.344 -0.026 -0.6% 4.663
Low 4.281 4.240 -0.041 -1.0% 4.476
Close 4.296 4.309 0.013 0.3% 4.535
Range 0.089 0.104 0.015 16.9% 0.187
ATR 0.118 0.117 -0.001 -0.9% 0.000
Volume 5,502 5,163 -339 -6.2% 19,457
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.610 4.563 4.366
R3 4.506 4.459 4.338
R2 4.402 4.402 4.328
R1 4.355 4.355 4.319 4.327
PP 4.298 4.298 4.298 4.283
S1 4.251 4.251 4.299 4.223
S2 4.194 4.194 4.290
S3 4.090 4.147 4.280
S4 3.986 4.043 4.252
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.119 5.014 4.638
R3 4.932 4.827 4.586
R2 4.745 4.745 4.569
R1 4.640 4.640 4.552 4.599
PP 4.558 4.558 4.558 4.538
S1 4.453 4.453 4.518 4.412
S2 4.371 4.371 4.501
S3 4.184 4.266 4.484
S4 3.997 4.079 4.432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.663 4.240 0.423 9.8% 0.104 2.4% 16% False True 4,594
10 4.663 4.240 0.423 9.8% 0.105 2.4% 16% False True 4,601
20 4.896 4.240 0.656 15.2% 0.106 2.4% 11% False True 4,485
40 4.896 4.194 0.702 16.3% 0.112 2.6% 16% False False 3,422
60 4.896 4.095 0.801 18.6% 0.113 2.6% 27% False False 2,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.786
2.618 4.616
1.618 4.512
1.000 4.448
0.618 4.408
HIGH 4.344
0.618 4.304
0.500 4.292
0.382 4.280
LOW 4.240
0.618 4.176
1.000 4.136
1.618 4.072
2.618 3.968
4.250 3.798
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 4.303 4.366
PP 4.298 4.347
S1 4.292 4.328

These figures are updated between 7pm and 10pm EST after a trading day.

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